+83.1%
IVV vs PEP
+3.4%
+79.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +0.1% | +0.2% | -0.2% | 0.0% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.5% | +26.5% | +17.0% |
| YTD | +13.6% | -1.2% | +14.8% | +12.9% |
| 1Y | +20.1% | -1.6% | +21.6% | +19.2% |
| 3Y | +77.6% | -12.5% | +90.1% | +82.2% |
| All | +83.1% | +3.4% | +79.6% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling